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基于GANs-LightGBM的序贯三支异常用户检测研究
引用本文:陈芮,杨新,罗珺方,陈阳. 基于GANs-LightGBM的序贯三支异常用户检测研究[J]. 重庆邮电大学学报(自然科学版), 2021, 33(5): 816-825. DOI: 10.3979/j.issn.1673-825X.202105280179
作者姓名:陈芮  杨新  罗珺方  陈阳
作者单位:西南财经大学 经济信息工程学院,成都611130;西南财经大学 金融智能与金融工程四川省重点实验室,成都611130;清华大学 自动化系,北京100084;西南财经大学 经济信息工程学院,成都611130;西南财经大学 金融智能与金融工程四川省重点实验室,成都611130
基金项目:国家自然科学基金项目(61876157);教育部人文社会科学青年基金(20YJC630191)
摘    要:针对网络中异常数据类别分布的不平衡性和异常用户检测代价的敏感性,在序贯三支决策框架下,提出了一种基于生成式对抗网络和集成学习模型的异常用户检测方法.利用生成式对抗网络(generative adversarial nets,GANs)模型对异常/非异常数据进行类别平衡,并在多层次多粒度的特征空间下训练LightGBM模型,持续地处理不确定域的样本以识别异常用户.实验结果表明,与传统的机器学习算法相比,该方法在异常用户检测中具有较高的AUC值和较低的检测代价.

关 键 词:异常用户检测  序贯三支决策  生成式对抗网络  集成学习  检测代价
收稿时间:2021-05-28
修稿时间:2021-08-08

Research on sequential three-way abnormal user detection based on GANs-LightGBM
CHEN Rui,YANG Xin,LUO Junfang,CHEN Yang. Research on sequential three-way abnormal user detection based on GANs-LightGBM[J]. Journal of Chongqing University of Posts and Telecommunications, 2021, 33(5): 816-825. DOI: 10.3979/j.issn.1673-825X.202105280179
Authors:CHEN Rui  YANG Xin  LUO Junfang  CHEN Yang
Affiliation:School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130, P. R. China;Financial Intelligence & Financial Engineering Key Laboratory of Sichuan Province, Southwestern University of Finance and Economics, Chengdu 611130, P. R. China;Department of Automation, Tsinghua University, Beijing 100084, P. R. China
Abstract:Aiming at the class imbalance of abnormal data distribution in the network and the cost-sensitive of abnormal user detection, this paper proposes an abnormal user detection method based on a generative adversarial net and an ensemble learning model under the framework of sequential three-way decision. The GANs model is used to balance the class of abnormal/non-abnormal data, and the LightGBM model is trained in a multi-level and multi-granular feature space to continuously process samples in uncertain region to identify abnormal users. Experimental results show that compared with traditional machine learning algorithms, this method has higher AUC value and lower detection cost in abnormal user detection.
Keywords:abnormal user detection  sequential three-way decision  generative adversarial nets  ensemble learning  detection cost
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